+341.9%
AEM vs CG
+54.3%
+287.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.8% | -1.1% |
| 7D | +4.3% | -1.3% | +5.6% | +4.5% |
| 30D | +13.1% | -3.2% | +16.3% | +13.6% |
| 3M | +24.8% | +6.2% | +18.6% | +23.4% |
| 6M | -8.2% | -4.7% | -3.6% | -8.0% |
| YTD | +19.8% | -20.6% | +40.5% | +22.3% |
| 1Y | +32.1% | -26.4% | +58.4% | +35.5% |
| All | +341.9% | +54.3% | +287.7% | +283.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded CG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling